int main(int argc, char **argv)
{
init_shogun(&print_message, &print_message, &print_message);
int32_t num_vectors=4;
int32_t dim_vectors=3;
/* create some data and labels */
SGMatrix<float64_t> matrix =
SGMatrix<float64_t>(dim_vectors, num_vectors);
matrix[0] = -1;
matrix[1] = -1;
matrix[2] = -1;
matrix[3] = 1;
matrix[4] = 1;
matrix[5] = 1;
matrix[6] = -10;
matrix[7] = -10;
matrix[8] = -10;
matrix[9] = 3;
matrix[10] = 2;
matrix[11] = 1;
SGMatrix<float64_t> matrix2 =
SGMatrix<float64_t>(dim_vectors, num_vectors);
for (int32_t i=0; i<num_vectors*dim_vectors; i++)
matrix2[i]=i*sin(i)*.96;
/* create training features */
CDenseFeatures<float64_t>* features=new CDenseFeatures<float64_t> ();
features->set_feature_matrix(matrix);
/* create testing features */
CDenseFeatures<float64_t>* features2=new CDenseFeatures<float64_t> ();
features2->set_feature_matrix(matrix2);
SG_REF(features);
SG_REF(features2);
CRegressionLabels* labels=new CRegressionLabels(num_vectors);
/* create labels, two classes */
for (index_t i=0; i<num_vectors; ++i)
{
if(i%2 == 0) labels->set_label(i, 1);
else labels->set_label(i, -1);
}
SG_REF(labels);
CGaussianKernel* test_kernel = new CGaussianKernel(10, 2);
test_kernel->init(features, features);
CZeroMean* mean = new CZeroMean();
CGaussianLikelihood* lik = new CGaussianLikelihood();
lik->set_sigma(0.01);
CExactInferenceMethod* inf =
new CExactInferenceMethod(test_kernel, features, mean, labels, lik);
SG_REF(inf);
CGaussianProcessRegression* gp =
new CGaussianProcessRegression(inf, features, labels);
CModelSelectionParameters* root=new CModelSelectionParameters();
CModelSelectionParameters* c1 =
new CModelSelectionParameters("inference_method", inf);
root->append_child(c1);
CModelSelectionParameters* c2 = new CModelSelectionParameters("scale");
c1 ->append_child(c2);
c2->build_values(0.01, 4.0, R_LINEAR);
CModelSelectionParameters* c3 =
new CModelSelectionParameters("likelihood_model", lik);
c1->append_child(c3);
CModelSelectionParameters* c4=new CModelSelectionParameters("sigma");
c3->append_child(c4);
c4->build_values(0.001, 4.0, R_LINEAR);
CModelSelectionParameters* c5 =
new CModelSelectionParameters("kernel", test_kernel);
c1->append_child(c5);
CModelSelectionParameters* c6 =
new CModelSelectionParameters("width");
c5->append_child(c6);
c6->build_values(0.001, 4.0, R_LINEAR);
/* cross validation class for evaluation in model selection */
SG_REF(gp);
CGradientCriterion* crit = new CGradientCriterion();
CGradientEvaluation* grad=new CGradientEvaluation(gp, features, labels,
crit);
grad->set_function(inf);
gp->print_modsel_params();
root->print_tree();
/* handles all of the above structures in memory */
CGradientModelSelection* grad_search=new CGradientModelSelection(
root, grad);
/* set autolocking to false to get rid of warnings */
grad->set_autolock(false);
CParameterCombination* best_combination=grad_search->select_model(true);
grad_search->set_max_evaluations(5);
if (best_combination)
{
SG_SPRINT("best parameter(s):\n");
best_combination->print_tree();
best_combination->apply_to_machine(gp);
}
CGradientResult* result=(CGradientResult*)grad->evaluate();
if(result->get_result_type() != GRADIENTEVALUATION_RESULT)
SG_SERROR("Evaluation result not a GradientEvaluationResult!");
result->print_result();
SGVector<float64_t> alpha = inf->get_alpha();
SGVector<float64_t> labe = labels->get_labels();
SGVector<float64_t> diagonal = inf->get_diagonal_vector();
SGMatrix<float64_t> cholesky = inf->get_cholesky();
gp->set_return_type(CGaussianProcessRegression::GP_RETURN_COV);
CRegressionLabels* covariance = gp->apply_regression(features);
gp->set_return_type(CGaussianProcessRegression::GP_RETURN_MEANS);
CRegressionLabels* predictions = gp->apply_regression();
alpha.display_vector("Alpha Vector");
labe.display_vector("Labels");
diagonal.display_vector("sW Matrix");
covariance->get_labels().display_vector("Predicted Variances");
predictions->get_labels().display_vector("Mean Predictions");
cholesky.display_matrix("Cholesky Matrix L");
matrix.display_matrix("Training Features");
matrix2.display_matrix("Testing Features");
/*free memory*/
SG_UNREF(features);
SG_UNREF(features2);
SG_UNREF(predictions);
SG_UNREF(covariance);
SG_UNREF(labels);
SG_UNREF(inf);
SG_UNREF(gp);
SG_UNREF(grad_search);
SG_UNREF(best_combination);
SG_UNREF(result);
exit_shogun();
return 0;
}
int main(int argc, char **argv)
{
init_shogun(&print_message, &print_message, &print_message);
int32_t num_vectors=4;
int32_t dim_vectors=3;
/* create some data and labels */
SGMatrix<float64_t> matrix= SGMatrix<float64_t>(dim_vectors, num_vectors);
matrix[0] = -1;
matrix[1] = -1;
matrix[2] = -1;
matrix[3] = 1;
matrix[4] = 1;
matrix[5] = 1;
matrix[6] = -10;
matrix[7] = -10;
matrix[8] = -10;
matrix[9] = 3;
matrix[10] = 2;
matrix[11] = 1;
SGMatrix<float64_t> matrix2= SGMatrix<float64_t>(dim_vectors, num_vectors);
for (int32_t i=0; i<num_vectors*dim_vectors; i++)
matrix2[i]=i*sin(i)*.96;
/* create training features */
CDenseFeatures<float64_t>* features=new CDenseFeatures<float64_t> ();
features->set_feature_matrix(matrix);
/* create testing features */
CDenseFeatures<float64_t>* features2=new CDenseFeatures<float64_t> ();
features2->set_feature_matrix(matrix2);
SG_REF(features);
SG_REF(features2);
CRegressionLabels* labels=new CRegressionLabels(num_vectors);
/* create labels, two classes */
for (index_t i=0; i<num_vectors; ++i)
{
if(i%2 == 0) labels->set_label(i, 1);
else labels->set_label(i, -1);
}
SG_REF(labels);
CGaussianKernel* test_kernel = new CGaussianKernel(10, 2);
test_kernel->init(features, features);
CZeroMean* mean = new CZeroMean();
CGaussianLikelihood* lik = new CGaussianLikelihood();
lik->set_sigma(0.01);
CExactInferenceMethod* inf = new CExactInferenceMethod(test_kernel, features, mean, labels, lik);
CGaussianProcessRegression* gp = new CGaussianProcessRegression(inf, features, labels);
SGVector<float64_t> alpha = inf->get_alpha();
SGVector<float64_t> labe = labels->get_labels();
SGVector<float64_t> diagonal = inf->get_diagonal_vector();
SGMatrix<float64_t> cholesky = inf->get_cholesky();
SGVector<float64_t> covariance = gp->getCovarianceVector(features2);
CRegressionLabels* predictions = gp->apply_regression(features2);
SGVector<float64_t>::display_vector(alpha.vector, alpha.vlen, "Alpha Vector");
SGVector<float64_t>::display_vector(labe.vector, labe.vlen, "Labels");
SGVector<float64_t>::display_vector(diagonal.vector, diagonal.vlen, "sW Matrix");
SGVector<float64_t>::display_vector(covariance.vector, covariance.vlen, "Predicted Variances");
SGVector<float64_t>::display_vector(predictions->get_labels().vector, predictions->get_labels().vlen, "Mean Predictions");
SGMatrix<float64_t>::display_matrix(cholesky.matrix, cholesky.num_rows, cholesky.num_cols, "Cholesky Matrix L");
SGMatrix<float64_t>::display_matrix(matrix.matrix, matrix.num_rows, matrix.num_cols, "Training Features");
SGMatrix<float64_t>::display_matrix(matrix2.matrix, matrix2.num_rows, matrix2.num_cols, "Testing Features");
/*free memory*/
SG_UNREF(features);
SG_UNREF(features2);
SG_UNREF(predictions);
SG_UNREF(labels);
SG_UNREF(gp);
exit_shogun();
return 0;
}
